for me, it took a long time for me to be really aware of my depression and anxiety since they could masquerade as seemingly normal responses to various distressing situations in my life
when I eventually got to a point where my life really evened out and stuff like that stopped happening, I would notice the onset of these same feelings despite there being no justification for them. this isn't something that's gone away, but knowing that it's my brain indulging in a bad chemical reaction at least helps me assess my situation and take the right actions to push through it